+885.0%
MSFT vs SMTC
+504.7%
+380.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -1.0% | +22.5% | -23.5% | -5.1% |
| 30D | -2.7% | +24.9% | -27.6% | -7.9% |
| 3M | +22.1% | +4.1% | +18.0% | +17.6% |
| 6M | +20.6% | +92.6% | -72.0% | -0.8% |
| YTD | +2.3% | +122.5% | -120.2% | -19.2% |
| 1Y | -0.5% | +166.2% | -166.8% | -25.6% |
| 3Y | +50.5% | +577.2% | -526.6% | -25.8% |
| 5Y | +72.3% | +119.0% | -46.6% | +19.7% |
| 10Y | +885.0% | +527.9% | +357.1% | +341.5% |
| All | +885.0% | +504.7% | +380.3% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling